+337.5%
AMD vs EMR
+60.6%
+277.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.2% |
| 7D | +2.6% | -1.5% | +4.1% | +3.9% |
| 30D | -0.9% | -5.6% | +4.7% | +3.8% |
| 3M | -8.7% | +7.9% | -16.7% | -14.8% |
| 6M | +136.3% | +6.0% | +130.3% | +124.4% |
| YTD | +123.0% | +16.4% | +106.5% | +92.3% |
| 1Y | +195.2% | +16.6% | +178.6% | +153.0% |
| 3Y | +336.3% | +62.9% | +273.5% | +176.1% |
| All | +337.5% | +60.6% | +277.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling